+1,965.5%
EWY vs FLR
+609.6%
+1,355.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.3% |
| 7D | +8.0% | +0.7% | +7.4% | +7.8% |
| 30D | +14.3% | -0.7% | +15.0% | +14.3% |
| 3M | +2.3% | +14.3% | -12.0% | -1.3% |
| 6M | +49.9% | +25.6% | +24.3% | +40.7% |
| YTD | +95.3% | +42.9% | +52.5% | +77.3% |
| 1Y | +161.7% | +38.7% | +123.0% | +138.0% |
| 3Y | +230.2% | +61.8% | +168.4% | +174.7% |
| 5Y | +148.1% | +254.1% | -106.0% | +59.5% |
| 10Y | +293.2% | +20.0% | +273.1% | +178.2% |
| All | +1,965.5% | +609.6% | +1,355.9% | +834.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling